Hi,
Links from directory sites having importance in indexing the websites fast. Therefore, try to create the link in the most prominent category, whether it is a parent(main) or the child(sub-category) category.

I don't think that most of the directories which require approval of submissions would allow a link to a parent category if there was a relevant child one for your site anyway, unless you are paying for it.

Beside linking advantage, Directories are awesome source of referring traffic. The people using directories visit child categories first and then explore different sites present in it, to customize their search. So its very necessary to have website in correct section.

I just checked my Analytics and last month I had 2 visits that were from directories, which accounts for 0.17% of my total visits.
How many referral visits you have had from directories?
Do you have specific directories that are this awesome source of traffic?

The people using directories visit child categories first and then explore different sites present in it, to customize their search. So its very necessary to have website in correct section.

I think that the people who mainly visit directories are those doing SEO and are looking for links. But if someone did want to use one to find a site, surely they would have to go to the parent category first and then select the relevant child category from it?
Most directories do not display all the child categories on their home page, just the parents and a few of the child as examples.
Any directory that could we worth having a link from would have an approval system, and if your site was not submitted to the correct category it would probably not be approved anyway.